Testing linear hypotheses in autoregressions (Q918612)
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scientific article; zbMATH DE number 4159916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing linear hypotheses in autoregressions |
scientific article; zbMATH DE number 4159916 |
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Testing linear hypotheses in autoregressions (English)
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1990
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LAN models
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score tests
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testing linear hypotheses
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autoregressive process
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finite order
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local asymptotic normality
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asymptotically optimal statistical tests
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residual rank tests
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